Systematic Review of Forecasting Models Using Evolving Fuzzy Systems

Abstract

Currently, the increase in devices capable of continuously collecting data on non-stationary and dynamic variables affects predictive models, particularly if they are not equipped with algorithms capable of adapting their parameters and structure, causing them to be unable to perceive certain time-varying properties or the presence of missing data in data streams. A constantly developing solution to such problems is evolving fuzzy inference systems. The aim of this work was to systematically review forecasting models implemented through evolving fuzzy inference systems, identifying the most common structures, implementation outcomes, and predicted variables to establish an overview of the current state of this technique and its possible applications in other unexplored fields. This research followed the PRISMA methodology of systematic reviews, including scientific articles and patents from three academic databases, one of which offers free access. This was achieved through an identification, selection, and inclusion workflow, obtaining 323 records on which analyses were carried out based on the proposed review questions. In total, 62 investigations were identified, proposing 115 different system structures, mainly focused on increasing precision, in addition to addressing eight main fields of application and some optimization techniques. It was observed that these systems have been successfully implemented in forecasting variables with dynamic behavior and handling missing values, continuous data flows, and non-stationary characteristics. Thus, their use can be extended to phenomena with these properties.